Anic Equity¶

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Total return since start: 0.57 %¶

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Equity now: -----------------------------> 47946.1 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46551.14 Kr¶

PnL: ---------------------------------------> -337.43 Kr¶

DD now: ---------------------------------> -1.406 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 09:04:29.230583'

Anic Portfolio¶

Today¶

Return: -0.078 %¶

This Week¶

Return: 0.069 %¶

Total¶

Return: 56.963 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.130000 3244.800000 273.800000 9.220000 2971.000006
HEBA B 70 0.000000 2838.500000 202.500000 7.680000 2636.000010
Corem Property Group B 59 1.120000 640.150000 63.150000 10.940000 576.999999
AcadeMedia 12 0.500000 605.400000 48.400000 8.690000 557.000004
Samhällsbyggnadsbo. i Norden B 20 0.730000 399.900000 44.900000 12.650000 355.000000
MedCap 2 0.000000 465.000000 44.000000 10.450000 421.000000
Boozt 12 0.210000 1692.000000 38.000000 2.300000 1653.999996
FM Mattsson Mora Group B 50 0.000000 2960.000000 33.000000 1.130000 2927.000000
HMS Networks 2 -1.670000 705.200000 32.200000 4.780000 673.000000
Resurs Holding 22 0.260000 605.220000 31.220000 5.440000 573.999998
SAAB B 8 0.140000 3408.000000 31.000000 0.920000 3377.000000
Intrum 4 0.550000 549.400000 22.400000 4.250000 527.000000
OEM International B 7 0.510000 547.400000 19.400000 3.670000 527.999997
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
Norva24 Group 16 -0.850000 560.000000 17.000000 3.130000 543.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 -0.290000 545.200000 13.200000 2.480000 532.000000
CTEK 13 1.700000 545.740000 11.740000 2.200000 533.999999
Securitas B 6 0.140000 580.800000 10.800000 1.890000 570.000000
Swedbank A 3 0.950000 573.900000 9.900000 1.760000 564.000000
Nordea Bank Abp 29 0.560000 3463.180000 9.180000 0.270000 3453.999992
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.580000 250.320000 4.320000 1.760000 246.000000
Handelsbanken A 5 0.600000 549.250000 3.250000 0.600000 546.000000
Creaspac SPAC 6 0.000000 576.600000 -0.400000 -0.070000 577.000002
Essity B 2 0.320000 565.000000 -9.000000 -1.570000 574.000000
Midsona B 63 0.000000 569.520000 -13.480000 -2.310000 582.999984
Essity A 4 -0.350000 1128.000000 -21.000000 -1.830000 1149.000000
International Petroleum Corp. 5 -0.960000 569.500000 -25.070000 -4.220000 594.565215
Vivesto 1368 3.320000 569.910000 -43.090000 -7.030000 612.999432
Sampo Oyj SDB 7 -1.000000 3804.500000 -45.500000 -1.180000 3850.000000
Axfood 13 0.430000 3676.400000 -79.600000 -2.120000 3756.000001
OX2 18 -0.750000 1429.200000 -234.800000 -14.110000 1663.999992
Fasadgruppen Group 35 -2.900000 3395.000000 -416.000000 -10.920000 3810.999990
Ovzon 52 0.000000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46551.140000 -337.430000 -1.40611% 46888.564618

Updated:¶

'2023-01-24 09:04:41.840063'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶